TQM Alpha PCL APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.73% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1805 | 2.75 | |
| 0.0720 | 9.61 | |
| 0.9032 | 56.27 | |
| -0.2645 | -6.41 | |
| 1.6090 | 9.81 |
Estimation Period:
Dec 20, 2018 to Feb 6, 2026
Dec 20, 2018 to Feb 6, 2026
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